NYMEX Light Sweet Crude Oil Future October 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 89.27 87.76 -1.51 -1.7% 87.60
High 89.53 88.95 -0.58 -0.6% 89.61
Low 87.98 87.43 -0.55 -0.6% 85.81
Close 88.43 88.82 0.39 0.4% 89.62
Range 1.55 1.52 -0.03 -1.9% 3.80
ATR 1.50 1.50 0.00 0.1% 0.00
Volume 7,626 16,196 8,570 112.4% 67,394
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 92.96 92.41 89.66
R3 91.44 90.89 89.24
R2 89.92 89.92 89.10
R1 89.37 89.37 88.96 89.65
PP 88.40 88.40 88.40 88.54
S1 87.85 87.85 88.68 88.13
S2 86.88 86.88 88.54
S3 85.36 86.33 88.40
S4 83.84 84.81 87.98
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 99.75 98.48 91.71
R3 95.95 94.68 90.67
R2 92.15 92.15 90.32
R1 90.88 90.88 89.97 91.52
PP 88.35 88.35 88.35 88.66
S1 87.08 87.08 89.27 87.72
S2 84.55 84.55 88.92
S3 80.75 83.28 88.58
S4 76.95 79.48 87.53
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 90.11 86.66 3.45 3.9% 1.57 1.8% 63% False False 14,650
10 90.11 85.81 4.30 4.8% 1.48 1.7% 70% False False 14,354
20 90.11 84.00 6.11 6.9% 1.39 1.6% 79% False False 14,064
40 90.11 80.82 9.29 10.5% 1.25 1.4% 86% False False 9,427
60 90.11 73.17 16.94 19.1% 1.37 1.5% 92% False False 7,636
80 90.11 73.17 16.94 19.1% 1.30 1.5% 92% False False 6,400
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.34
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 95.41
2.618 92.93
1.618 91.41
1.000 90.47
0.618 89.89
HIGH 88.95
0.618 88.37
0.500 88.19
0.382 88.01
LOW 87.43
0.618 86.49
1.000 85.91
1.618 84.97
2.618 83.45
4.250 80.97
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 88.61 88.80
PP 88.40 88.79
S1 88.19 88.77

These figures are updated between 7pm and 10pm EST after a trading day.

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